Details about Ulrich Krüger

Access statistics for papers by Ulrich Krüger.

Last updated 2024-04-09. Update your information in the RePEc Author Service.

Short-id: pkr363

Working Papers

2024

1. Digital euro: Short-term effects on the liquidity of German banks considering holding limits
   Technical Papers, Deutsche Bundesbank

2022

2. Banks' strategic interaction, adverse price dynamics and systemic liquidity risk
   Discussion Papers, Deutsche Bundesbank
3. Calibrating capital buffers for other systemically important institutions (O-SIIs) in Germany - Utilising the equal expected impact approach
   Technical Papers, Deutsche Bundesbank

2015

4. The credit quality channel: Modeling contagion in the interbank market
   Discussion Papers, Deutsche Bundesbank View citations (2)
   See also Journal Article The credit quality channel: Modeling contagion in the interbank market, Journal of Financial Stability, Elsevier (2016) View citations (24) (2016)

2014

5. Interbank lending and distress: Observables, unobservables, and network structure
   Discussion Papers, Deutsche Bundesbank View citations (11)

2011

6. Do capital buffers mitigate volatility of bank lending? A simulation study
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (5)

2005

7. Time series properties of a rating system based on financial ratios
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (11)

Journal Articles

2016

1. The credit quality channel: Modeling contagion in the interbank market
   Journal of Financial Stability, 2016, 25, (C), 83-97 View citations (24)
   See also Working Paper The credit quality channel: Modeling contagion in the interbank market, Discussion Papers (2015) View citations (2) (2015)